+88.6%
HTFL vs VT
+22.0%
+66.6%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.7% | +2.3% | +1.4% |
| 7D | -4.3% | -0.3% | -4.0% | -3.8% |
| 30D | +8.4% | -1.4% | +9.8% | +10.9% |
| 3M | +107.4% | -1.4% | +108.8% | +111.9% |
| 6M | +95.4% | +5.5% | +89.9% | +78.2% |
| YTD | +94.1% | +12.8% | +81.2% | +62.1% |
| 1Y | +66.9% | +15.4% | +51.5% | +36.2% |
| All | +88.6% | +22.0% | +66.6% | +40.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded VT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling